+7.0%
QS vs MULL
+2,366.2%
-2,359.1%
-73.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MULL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -9.3% | +8.6% | +1.0% |
| 7D | -5.0% | +3.6% | -8.6% | -5.9% |
| 30D | -18.3% | +22.0% | -40.3% | -22.2% |
| 3M | -26.0% | -8.6% | -17.4% | -31.0% |
| 6M | -24.0% | +248.5% | -272.6% | -49.8% |
| YTD | -50.3% | +516.3% | -566.6% | -72.3% |
| 1Y | -38.0% | +2,036.6% | -2,074.6% | -75.2% |
| All | +7.0% | +2,366.2% | -2,359.1% | -64.9% |
Cumulative growth
Daily Returns
Daily percentage return beside MULL.
Daily Out/Under-Performance
Portfolio return minus MULL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MULL return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 5y: compounded portfolio wealth divided by compounded MULL wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
5y analysis · Full analysis span regression · 6 months rolling